+70.4%
BIIB vs SARO
-7.8%
+78.2%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +2.0% |
| 7D | +4.3% | +15.8% | -11.5% | +2.5% |
| 30D | +13.8% | +22.2% | -8.4% | +11.1% |
| 3M | +22.1% | -16.2% | +38.3% | +24.3% |
| 6M | +35.9% | +4.6% | +31.3% | +34.5% |
| YTD | +44.6% | -10.4% | +54.9% | +43.9% |
| 1Y | +70.4% | -6.5% | +76.9% | +69.7% |
| All | +70.4% | -7.8% | +78.2% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SARO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling